Skip to content

ASX 3, 10 and 20 Year Bond Series

 

September 2017

The basket stocks to underlie the September 2017 3 Year, 10 Year and 20 Year Treasury Bond contracts are set out below.

The series for the 3 Year, 10 Year and 20 Year Treasury Bond contracts will be listed on Wednesday 15 March 2017, with futures and options to be listed at the start of the evening trading session at 5:10pm.

ASX 3 Year Bond Contract
2.75% October 2019
4.50% April 2020
1.75% November 2020
5.75% May 2021
2.00% December 2021
ASX 10 Year Bond Contract
4.25% April 2026
4.75% April 2027
2.75% November 2027
2.25% May 2028
2.75% November 2028
ASX 20 Year Bond Contract
2.75% June 2035
3.75% April 2037
3.25% June 2039

The underlying stocks for the 3 Year Treasury Bond Futures have changed with the inclusion of the December 2021 series.

The underlying stocks for the 10 Year Treasury Bond Futures have changed with the inclusion of the November 2028 series.

The underlying stocks for the 20 Year Treasury Bond Futures have changed with the exclusion of the April 2033 series.

December 2017

The basket stocks to underlie the December 2017 3 Year, 10 Year and 20 Year Treasury Bond contracts are set out below.

The series for the 3 Year, 10 Year and 20 Year Treasury Bond contracts will be listed on Thursday 15 June 2017, with futures and options to be listed at the start of the evening trading session at 5:10pm.

ASX 3 Year Bond Contract
4.50% April 2020
1.75% November 2020
5.75% May 2021
2.00% December 2021
ASX 10 Year Bond Contract
4.75% April 2027
2.75% November 2027
2.25% May 2028
2.75% November 2028
ASX 20 Year Bond Contract
2.75% June 2035
3.75% April 2037
3.25% June 2039

The underlying stocks for the 3 Year Treasury Bond Futures have changed with the exclusion of the October 2019 series.

The underlying stocks for the 10 Year Treasury Bond Futures have changed with the exclusion of the April 2026 series.

The underlying stocks for the 20 Year Treasury Bond Futures remains unchanged.

Historical bond basket stocks are published in the ASX 24 Operating Rules - Procedures Appendices